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Generally speaking - Yes. It depends on the specific game. If you have one in mind you might want to check the forums for that game for advice.
 
Generally speaking - Yes.

How? Windows games are written using Windows APIs that are not available on OSX (ignoring the ABI issues). At the very least you'd need something like Crossover which implements Windows APIs on OSX. If that doesn't work you'd need a real copy of Windows. Either way you need additional programs.
 
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